Re: [PATCH] libstdc++: add uniform on sphere distribution

[Marc Glisse <marc dot glisse at inria dot fr>]

On Sat, 9 Aug 2014, Ulrich Drepper wrote:

> > If you are going to specialize for dim 2, I imagine you won't be computing
> > normal distributions, you will only generate a point uniformy in a square
> > and reject it if it is not in the ball? (interestingly enough this is used
> > as a subroutine by the implementation of normal_distribution)
>
> We need to be *on* the circle, not inside.

Yes, you still need the normalization step (divide by the norm). It works 
whether you start from a uniform distribution in the disk or from a 
Gaussian in the plane, but the first one is easier to generate (generate 
points in a square until you get one in the disk). When the dimension 
becomes higher, the probability that a point in the cube actually belongs 
to the ball decreases, and it becomes cheaper to use a Gaussian.

--
Marc Glisse